+62.9%
XLC vs MUB
+10.5%
+52.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +6.2% | +0.6% | +5.6% | +5.7% |
| 30D | -2.4% | +3.4% | -5.8% | -4.9% |
| 3M | -3.3% | -0.7% | -2.6% | -2.6% |
| 6M | -7.3% | -1.0% | -6.3% | -6.4% |
| YTD | -7.6% | 0.0% | -7.6% | -7.3% |
| 1Y | -3.7% | +0.4% | -4.1% | -3.6% |
| 3Y | +62.9% | +10.5% | +52.4% | +50.7% |
| All | +62.9% | +10.5% | +52.4% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling